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2021111120210701WE191119
StatusOrganisationClient RoleVenue TypeGateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 ExchangeTakerECNexchange24ESP:{SPT, FWD, NDF, NDS, SWP}24EXCHANGE.TAKER.ROE.1.25c.pdfFIX.4.42022.10.13.WE-
Available24 ExchangeCLOBECNexchange24MarketData:{SPT, FWD, NDF, NDS, SWP}

Orders:{SPT, FWD, NDF, NDS, SWP}		24EXCHANGE.TAKER.ROE.1.38.pdfFIX.4.42025.05.23.WE-
AvailableBAMLTakerLPbamlESP:{SPT}

BAMLX-FIX Message Specification v1.2.1.pdf

FIX.4.42021.12.15.WEBAMLX API is a low-latency implementation of a subset of InstinctFX.
AvailableBAMLTakerLPbamlESP:{SPT, FWD, NDF}

InstinctFX-FIX Message Specification v9.7.7.6.4.3.pdf

FIX.4.42022.01.26.WE

InstinctFX

BRL NDF Onshore/Split settlement

AvailableBGCBarclaysCLOBDropCopyECNLPbgcbarx_midfxtcrMarketDataDropCopy:{SPT}
Orders:{SPT}, FWD, NDF, SWP, NDS}		BARX_FX_TCR_ROE_4.5.3eSpeed_FIX_4-4_API.pdfFIX.4.420232024.0810.25.WE

-

AvailableBGCTakerCLOBLPECNprecisionbgc_algomidfxAlgo

Orders:{SPT}

Precision Algos FX FIX Spec V1.0eSpeed_FIX_4-4_API.pdfFIX.4.242023.0508.1925.WE-
AvailableBloombergBGCMakerDropCopyECNbloombergbgc_fxgo_makermidfxRFS

DropCopy:{SPT

, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}

}

eSpeed_FIX_4-4_APIFixbook Sell Side 5.0.13 Draft.pdfFIX.4.420212024.0610.1117.WE

Split Settlement
On/Offshore NDFs
BTBS

-
AvailableBNP ParibasBGCTakerLPbnpparibasprecision_efx_streamingalgoESPAlgo:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.Precision Algos FX FIX Spec V1.0.pdfFIX.4.4220212023.0405.1519.WE-
AvailableBroadridge FinancialBloombergCLOBMakerPlatformECNbroadridge_ordersOrders:{FUT}bloomberg_fxgo_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Fixbook Sell Side 5.0.13 DraftBroadridge_Spec_v2.1.13.pdfFIX.4.420222021.06.11.03.WE

ICE Futures US
ICE Futures Europe
ICE Futures Europe (Agriculture)
ICE Futures London
Eurex
Australian Securities Exchange (ASX)
Montreal Exchange (MX)

WE

Also supports:

  • Split Settlement
  • On/Offshore NDFs
  • BTBS
AvailableBNP ParibasTakerLPbnpparibas_efx_algo

Orders:

{SPT}

BNP Paribas efx Algo FIX API v1.36AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2, FIX.4.42020.47.VEN.A42025.06.24.WE-
AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.pdfSPT - FIX.4.2, NDF - FIX.4.4NY5 - On-SEF, LD4- Off-SEF
"Ticker updates provide only the last traded price with a quantity equal to '0' (for better preservation of anonymity). Ticker messages are sent 1
minute delayed from execution.".
"For Cboe FX SEF, the Market Ticker Update is delayed until the execution is reported to the relevant Swap Data Repository."		AvailableCboeFXMaker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}		2021.04.15.WE-
AvailableBroadridge FinancialCLOBPlatformbroadridge_ordersOrders:{FUT}Broadridge_Spec_v2.1FIXProxy_Spec v6.13.pdfFIX.4.2, FIX.4.420212022.0111.2203.WESPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF
Orders Feed, MarketData provided via CboeFX_NDF_Bookfeed
Whilst spec'd FWD is not actually supported so OOS.
Whilst spec'd FullAmt RFS (Persistent unset) is not actually supported so OOS.
Maker Firm or LastLook
  • ICE Futures US
  • ICE Futures Europe
  • ICE Futures Europe (Agriculture)
  • ICE Futures London
  • Eurex
  • Australian Securities Exchange (ASX)
  • Montreal Exchange (MX)
  • Singapore Exchange
  • Singapore Exchange Derivatives
  • Euronext Paris
  • Euronext Amsterdam
  • Borsa Italiana IDEM
AvailableCboeFXMktDataECNcboefx_itchbookfeedMarketData:{SPT, NDF}CBOE FX ECN Itch Protocol-v1.84BookFeed_Spec-v3.5.1.pdfITCH2022.06.22.WEAlso supports the Cboe Central CLOB.
OrderDepth.		AvailableCeler TechnologiesTakerPlatformcelertechESP:{SPT, NDF}Celer Taker Maker spec v3.12 - March2021.pdfFIX.4.2, FIX.4.42020.47.VEN.ASPT - FIX.4.2, NDF - FIX.4.4
2021.05.10.WETechnology Provider
LD4 - NDF/Spot		NY5 - On-SEF, LD4- Off-SEF
"Ticker updates provide only the last traded price with a quantity equal to '0' (for better preservation of anonymity). Ticker messages are sent 1
minute delayed from execution.".
"For Cboe FX SEF, the Market Ticker Update is delayed until the execution is reported to the relevant Swap Data Repository."
AvailableCboeFXMaker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}		FIXProxy_Spec v6.13AvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.2, FIX.4.420202021.4901.VEN22.AWE-AvailableCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntrySPT - FIX.4.22021.11.19.WE, NDF - FIX.4.4
NY5 - On-SEF
Orders Feed, MarketData provided via CboeFX_NDF_Bookfeed
Whilst spec'd FWD is not actually supported so OOS.
Whilst spec'd FullAmt RFS (Persistent unset) is not actually supported so OOS.
Maker Firm or LastLook
AvailableCboeFX

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway

AvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpcboefx_itchMarketData:{FUT}CME MDP 3.0 Market DataSPT, NDF}CBOE FX ECN Itch Protocol-v1.84.pdfITCHSBE, FIXP2022.0706.1322.WEOut of scope: OPTAlso supports the Cboe Central CLOB.
OrderDepth.
AvailableCME/NEX GroupSTPECNebs_cptCeler TechnologiesTakerPlatformcelertechESPSTP:{SPT, FWD, NDF, SWP}EBS_CPTAPIv2.5.4.Celer Taker Maker spec v3.12 - March2021.pdfFIX.4.42021.05.102023.03.02.WETechnology Provider
LD4 - NDF/Spot
AvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.42020.49.VEN.A-Markets Supported:
  • EBS Direct - Taker
  • EBS Direct - Maker
    • EBS Market
    AvailableCME/NEX GroupCLOBECNebs_marketcme_ilink3_sbeOrders:{SPT,NDFFUT}iLink 3 iLink3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP20212024.0608.1115.WE.REL9

    Out of scope:

    • OPT
    • Quote workflow
    • Cross
    includes eFix Benchmark Fixing orders
    AvailableCME/NEX GroupMktDataECNebs_marketcme_mdp3_sbe_udpMarketData:{SPT, NDFFUT}CME Globex EBS Market - MDP 3.0 Market DataSBE, FIXP20212022.0607.1113.WEeFix - Benchmark fixing ordersOut of scope: OPT
    AvailableCME/NEX GroupMktDataDropCopyECNebs_market_mdp3_sbe_udpcme_stpDropCopyMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
    AvailableCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04.pdfFIX.4.22021.08.03.WEM1 NDFs only
    AvailableCürexMktDataECNcurex_marketdataMarketData:{SPT}Cürex FIX Market Data API v2.1.pdfFIX.4.42023.02.02.WESpot only - no Benchmark
    Whilst spec'd Fwd/Swap are not actually supported so OOS.
    AvailableCürexCLOBECNcurex_ordersOrders:{SPT}Cürex Bank Algo FIX API v2.1.4.pdfFIX.4.42022.01.26.WEIncludes three markets:
    - Index
    - Large (FullAmt)
    - P2P (min $10m, 15s)
    STP EBS FX Message SpecificationFIX2024.10.16.WE.RHEL9Markets Supported:
    • EBS Market on CME Globex

    EBS Direct, FUT, and SPR will be handled in the next iteration.

    AvailableCME/NEX GroupCLOBECNebs_market_ilink3_sbeOrders:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP2021.06.11.WEincludes eFix Benchmark Fixing orders
    AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbeMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE, FIXP2021.06.11.WEeFix - Benchmark fixing orders
    AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbe_udpMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
    AvailableDeutsche Börse/360TMktData
    CLOB    		ECNt360_gtxMarketData:{SPT, FWD, NDF, SWP, NDS}
    Orders:{SPT, FWD, NDF, SWP, NDS}    		GTX_FIX_RoE_Oct2019.pdfFIX.4.42021.11.04.WE-
    AvailableDeutsche Börse/360TMakerECNt360_supersonic_makerESP:{SPT}360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdfFIX.4.42020.47.VEN.A"Some systems support transport layer FIXT.1.1 and application layer FIX.5.0."
    Whilst spec'd FWD, NDF, SWP, NDS, FUT are not actually supported so OOS.
    AvailableDeutsche Börse/360TTakerECNt360_texRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.42024.02.22.WEBank Basket functionality also supported.
    AvailableDeutsche Börse/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0.pdfFIX.4.42021.08.20.WEOut of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies
    AvailableDeutscheBankTakerLPautobahnfx_rapidalgoESPAlgo:{SPT, NDF}AutobahnFX RAPID Algo FIX Specification v12.74.29.pdfFIX.4.42024.0406.0821.WENDFs Supported since release- 2024.04.08.WE:
    - APAC NDF Pairs only (no LATAM)
    - SG1 Colo
    - 8am-5pm SGT (not 24/6)
    - 1M Tenor Only
    AvailableDeutscheBankAvailableEdgewater MarketsTakerLPedgewaterautobahnfx_marketsrapidMarketDataESP:{SPT, NDF}Orders:{SPT, NDF}Edgewater API v1.01AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.2420202022.5105.VEN13.AWE
    		1M NDFs only.
    AvailableEuronext FXMktData
    CLOB    		ECNfastmatch_autoexMarketData:{SPT, NDF}
    Orders:{SPT, NDF}    		FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfFIX.4.2, FIX.4.42021.04.29.WEWhilst spec'd FWD are not actually supported so OOS.
    Incl. Metals
    Additional order types:
    Auction - SafeMatch
    Pegged

    NDFs Supported since release 2024.04.08.WE:

    • APAC NDF pairs and BRL BMF1 LATAM NDF
    • SG1 Colo
    • 8am-5pm SGT (not 24/6)
    • 1M Tenor Only [BMF1 for BRL]
    AvailableDeutscheBankTakerLPautobahnfx_singleleg

    ESP:{FWD, NDF}

    RFS:{SPT, FWD, NDF, SWP, NDS}

    		AutobahnFX FIX Specification (Single-Leg) 3.5.3FIX.4.32025.08.05.WE.RHEL9Spot ESP supported via autobahnfx_rapid.
    AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
    Orders:{SPT, NDF}    		Edgewater API v1.01.AvailableEuronext FXMakerECNfastmatch_stream_makerESP:{SPT, FWD, NDF}FASTMATCH Stream FIX Specification 4.1.6.pdfFIX.4.220222020.1051.13VEN.WEA1M NDFs only.-
    AvailableFenics Euronext FXMktData
    CLOB    		ECNFenicsFXfastmatch_autoexMarketData:{SPT, NDF}
    Orders:{SPT}, NDF}    		FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfSee lucera_lumefxFIX.4.22022.01.26.WELucera API., FIX.4.42021.04.29.WE

    Whilst spec'd FWD are not actually supported.
    Incl. Metals
    Additional order types:

    • Auction - SafeMatch
    • Pegged
    AvailableEuronext FXMakerECNfastmatch_stream_makerESPAvailableFXSpotStreamTakerPlatformfxspotstreamESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP}
    Orders:{SPT, FWD, NDF}    		FSS - FASTMATCH Stream FIX ROE Specification_v1_5_3Specification 4.1.6.pdfFIX.4.4220212022.0710.0913.WERFS require separate FIX sessions for Quotes and Orders.-
    AvailableFXSpotStreamFenics FXMktDataTaker
    		Platformfxspotstream_algoCLOBECNFenicsFXMarketDataOrders:{SPT, NDF}
    AlgoOrders:{SPT, NDF}FSS - Resting & Algo Orders FIX Specification - v1.1.pdf}    		Seelucera_lumefxFIX.54.0SP22 20232022.0301.2126.WE-Lucera API.
    AvailableFXSpotStreamCLOBTakerPlatformfxspotstream_midmatchESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP}
    Orders:{SPT, FWD, NDF}    		FSS - FIX ROE Specification_MidMatchServicev1_RulesOfEngagement5_v1.163.pdfFIX.4.420222021.0607.2209.WE

    RFS require separate FIX sessions for Quotes and Orders.

    FSS modes:

    • Passthru - PreviouslyQuoted ESP/RFS
    • Orders - Limit Orders
    AvailableHSBCFXSpotStreamTakerLPPlatformhsbcfxspotstream_fx_mdsalgoESP

    Orders:{SPT,

    FWD

    NDF}
    Algo:{SPT, NDF}

    		HSBC_FX_MDS_API_FIX_Specification_V3.2FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.45.40SP22021 2023.1103.0421.WE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
    AvailableIntegralFXSpotStreamMakerCLOBPlatformintegralfxspotstream_esp_makermidmatchESPOrders:{SPT}IntegralFSS_FXCloudMidMatchService_ESP_FIX_Provider_API_Guide_2.1v6RulesOfEngagement_v1.16.pdfFIX.4.3420202022.4906.VEN22.AWE-
    AvailableIntegralHSBCCLOBTakerPlatformLPintegralhsbc_ocxfx_makermdsOrdersESP:{SPT, FWD, NDF}Integral MM API - OCX_Streaming_Orders_API_1.0HSBC_FX_MDS_API_FIX_Specification_V3.2.pdfFIX.4.3420202021.3411.VEN04.AWE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
    Iceberg, mid-point peg
    In-flight risk mitigation
    Max 1000m/s in 3s window
    Essentially Maker ESP, no Last Look.    		AvailableIntegralMakerPlatformintegral_rfsesp_makerRFSESP:{SPT, FWD, NDF, SWP}Integral_FXCloud_ESP_FIX_MakerProvider_API_RFSGuide_2.1v10b1v6.pdfFIX.4.32020.49.VEN.AFixed Spot Roll.-
    AvailableION GroupIntegralCLOBMakerPlatformfidessaintegral_rfs_ordersmakerOrdersRFS:{FUT}SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10bBuySideFixRoeMay2019.pdfFIX.4.432020.2049.VEN.ACertified for LME, ICE EU and ICE US
    Out of scope: EQT, OPTFixed Spot Roll.
    AvailableLMAXIntegralMktDataDropCopyCLOBPlatformMakerECNlmaxintegral_stpDropCopyMarketData:{SPT, NDF, FUT, CFD}
    Orders:{SPT, NDF, FUT, CFD}
    ESP:{SPT, FUT}FWD, NDF, SWP}    		Integral_FIX_STP_1.0v10.pdfFIX.4.32024.10.29.WE-
    AvailableION GroupCLOBPlatformfidessa_ordersOrders:{FUT}BuySideFixRoeMay2019LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.242020.3820.VEN.ACertified for LME, ICE EU and ICE USLMAX Exchange API - almost identical to LMAX interbank.
    Out of scope: IMM
    Per-session Message Rate Threshold
    TradeTicker is delayed 60s, for extra fee.EQT, OPT
    AvailableAvailableLMAXMktData
    CLOB
    Maker    		ECNlmaxMarketData:{SPT, NDF, FUT, CFD}
    Orders:{SPT, NDF, FUT, CFD}
    ESP:{SPT, NDF, FUT}    		LMAX Interbank Exchange FIX 4.2 API Specification - v3v2.8.5.pdfFIX.4.22020.38.VEN.AOut of scope: EQT, IMM (Indices)

    LMAX Exchange API - almost identical to LMAX interbank.


    Out of scope:

    EQT,

    IMM

    (Indices)
    Supports Maker ESP (no Last-Look)


    Per-session Message Rate Threshold
    TradeTicker is delayed 60s, for extra fee.

    LMAX API offers Curex features since Curex migrated to LMAX. MF release: 2024.12.12.WE.RHEL9

    NDF support was added in release: 2025.01.13.WE.RHEL9

    AvailableLMAXMktData
    CLOB
    Maker    		ECNlmaxMarketData:{SPT, FUT}AvailableLSEG/RefinitivCLOBECNrefinitiv_mapi
    Orders:{SPT, SWP}    		Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP22023.05.25.WEFIX extension package EP 100 or EP 171 required
    AvailableLSEG/RefinitivMktDataECNrefinitiv_matching_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++2023.08.25.WEReuters RFA (screened & unscreened)
    TOD & TOM also published for some instruments.
    Domestic vs International SecurityGroups.
    AvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
    Orders:{SPT, NDF}    		Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE-
    AvailableLSEG/Refinitiv/FXallMakerECNfxall_activetrading_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.24.WE
    • Pricestream - Disclosed
    • Orderbook - Anonymous - via PrimeBroker, a counterparty dealing code and a firm signature is provided
    AvailableLSEG/Refinitiv/FXallMakerECNfxall_quicktrade_makerRFQ:{SPT, FWD, NDF, SWP, BLK}TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.WE-
    AvailableLuceraMktData
    CLOB    		Platformlucera_lumefxMarketData:{SPT}
    Orders:{SPT}    		LumeFX v2.6.1 November 2021.pdfFIX.4.22022.02.04.WETechnology provider.
    Out of Scope: Dropcopy
    AvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS}Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.22021.10.08.WESwaps: ON, TN, SN, SW
    AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
    AvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
    AvailableParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.42023.09.08.WEFIX.5.0 and FIX.5.0SP2 supported
    AvailableRBCTakerLPrbc_tradingESP:{SPT}RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.42022.11.03.WEIndicative/Tradeable
    AvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}FIX-ESP-Maker-Spec v1.26.pdfFIX.4.42023.12.06.WE

    Incl. Metals

    Out of scope:

    • FI (UST)
    • RFS:{SPT, FWD, NDF, SWP, NDS}
    AvailableState Street/CurrenexMktDataECNcurrenex_itchMarketData:{SPT}CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
    500ms delay for Paid/Give Ticker as of 11.3
    AvailableState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCH2023.09.08.WENo delay for Paid/Give Ticker as of 11.3
    AvailableState Street/CurrenexCLOBECNcurrenex_ouchOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-
    FUT}
    ESP:{SPT, FUT}    		LMAX Interbank FIX 4.2 API Specification - v3.5.pdfFIX.4.22020.38.VEN.A

    Out of scope: EQT, IMM (Indices)
    Supports Maker ESP (no Last-Look)

    LMAX Interbank was decommissioned in 2023.

    AvailableLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP22024.07.24.WE.REHL9

    NDFs only

    LSEG Spot Matching migration cancelled

    AvailableLSEGDropCopyECNlseg_ptgDropCopy:{ NDF}LSEG-FX-Post-Trade-API-Spec-1.5.pdfFIXT.1.1, FIX.5.0SP22024.10.07.WE.REHL9

    NDFs only

    LSEG Spot Matching migration cancelled

    AvailableLSEG/RefinitivCLOBECNrefinitiv_mapiOrders:{SPT, SWP}Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP22023.05.25.WEFIX extension package EP 100 or EP 171 required
    AvailableLSEG/RefinitivMktDataECNrefinitiv_matching_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++2023.08.25.WEReuters RFA (screened & unscreened)
    TOD & TOM also published for some instruments.
    Domestic vs International SecurityGroups.
    AvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
    Orders:{SPT, NDF}    		Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE-
    AvailableLSEG/Refinitiv/FXallMakerECNfxall_activetrading_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.24.WE
    • Pricestream - Disclosed
    • Orderbook - Anonymous - via PrimeBroker, a counterparty dealing code and a firm signature is provided
    AvailableLSEG/Refinitiv/FXallMakerECNfxall_quicktrade_makerRFQ:{SPT, FWD, NDF, SWP, BLK}TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.WE-
    AvailableLuceraMktData
    CLOB    		Platformlucera_lumefxMarketData:{SPT}
    Orders:{SPT}    		LumeFX v2.6.1 November 2021.pdfFIX.4.22022.02.04.WETechnology provider.
    AvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS}Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.22021.10.08.WESwaps: ON, TN, SN, SW
    AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
    AvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
    AvailableParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.42023.09.08.WEFIX.5.0 and FIX.5.0SP2 supported
    AvailableRBCTakerLPrbc_tradingESP:{SPT}RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.42022.11.03.WEIndicative/Tradeable
    AvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}FIX-ESP-Maker-Spec v1.26.pdfFIX.4.42023.12.06.WEAvailableState Street/CurrenexMakerECNcurrenex_rfs_maker

    Incl. Metals

    Out of scope:

    • FI (UST)
    • RFS:{SPT, FWD, NDF, SWP, NDS}
    		FIX-RFQ-Maker-Spec v16.pdfFIX.4.42020.43.VEN.B
    		-
    AvailableXenfinState Street/CurrenexMktData
    CLOB    		ECNxenfincurrenex_liquiditypoolitchMarketData:{SPT}Orders:{SPT}Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.WEAdditional order types:
    Stop
    StopLimit
    LimitStop
    Pegged
    AvailableXTX MarketsTakerLPxtx_eutheniaESP:{SPT, FWD, NDF}xtx_markets_-_efx_fix_specs_1_5-fwds.pdfFIX.4.42020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy trading
    CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
    500ms delay for Paid/Give Ticker as of 11.3
    AvailableState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCH2023.09.08.WENo delay for Paid/Give Ticker as of 11.3
    AvailableState Street/CurrenexCLOBECNcurrenex_ouchOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-
    AvailableState Street/CurrenexMakerECNcurrenex_rfs_makerAvailable (ESP)BarclaysTakerLPbarxESP:{SPT, FWD, NDF, SWP, NDS}Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.22021.11.04.WE

    RFQ:Quote TTL

    Out of Scope:

    RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}    		Available (ESP)Goldman SachsTaker
    Algo Orders    		LPgsfxESP:{SPT, FWD, NDF}}FIX-RFQ-Maker-Spec v16.pdfFIX.4.42020.43.VEN.B-
    AvailableUBSTakerLPubs_algoAlgo:{SPT}UBS FX Execution Algo API v2.4.5GS FX FIX Specification v7.17.pdfFIX.4.432024.07.24.WE

    -

    AvailableXenfinMktData
    CLOB    		ECNxenfin_liquiditypoolMarketData:{SPT}

    Out of Scope:

  • ESP Fixing/Marker Orders
    • RFS:{SPT, FWD, NDF, SWP, BLK}, Rolls
    Orders:{SPT}    		Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.WE

    Additional order types:

    • Stop
    • StopLimit
    • LimitStop
    • Pegged
    AvailableXTX MarketsAvailable (ESP)JPMorganTakerLPjpmorganxtx_fxeutheniaESP:{SPT, FWD, NDF}JPMC FX FIX Specification v1.14.06 December 2020.xtx_markets_-_efx_fix_specs_1_5-fwds.pdfFIX.4.242020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy trading

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    		Available (ESP)NatWest MarketsBarclaysTakerAlgo OrdersLPnatwest_marketsbarxESP:{SPT, FWD, NDF, SWP, NDS}Natwest Markets Barclays_BARX FX FIX Rules of Engagement v5.0.38ROE_v4.6.2.pdfFIX.4.422021.1211.2104.WE

    RFQ:Quote TTL

    Out of Scope:

    • FXTimeOption (similar to FWD)
    • OPT
    • Fixing Orders
    • RFQRFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
      Orders:{SPT}
    Available (ESP)Saxo BankGoldman SachsTaker
    Algo Orders    		LPsaxo_directgsfxESP:{SPT, FWD, NDF}Saxo Bank FIX specification v3.10GS FX FIX Specification v7.17.pdfFIX4FIX.4.42021.11.11.WE-Available (ESP)Société GénéraleTakerLPsocgen

    Out of Scope:

    • ESP Fixing/Marker Orders
    • RFS
    ESP
    • :{SPT, FWD, NDF, SWP, BLK}
    		SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.42024.03.14.WE
    • , Rolls
    • Orders:{SPT

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK}
    Available (ESP)StandardCharteredJPMorganTakerLPstandardcharteredjpmorgan_s2bxfxESP:{SPT, FWD, NDF, SWP, NDS}S2BX_JPMC FX _FIX_ROE_V4.8_APRIL2020_v1FIX Specification v1.14.06 December 2020.pdfFIX.4.422021.07.01.WE

    Out of Scope:

    RFQ:{SPT, FWD, NDF, SWP, NDS}

    • RFS:{SPT, FWD, NDF, SWP, NDS}
    Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
    FIX.4.4    		2023.03.02.WE

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WE

    Incl. Metals

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS}
    InProgressCME/NEX GroupCLOBECNcme_ilink3_sbeOrders:{FUT}iLink3 Binary Order EntrySBE, FIXP-

    Out of scope:

    • OPT
    • Quote workflow
    • Cross
    InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_makerESP:{SPT, FWD, NDF}GTX_FIX_LP_Jun2019.pdfFIX.4.4-LastLook and Firm pricing
    Anonymous(?)
    InProgressLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
    InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE--
    InProgressLSEG/RefinitivMktDataECNrefinitiv_rto_etaMarketData:{FUT}TransportAPI_C_RDMUsageGuide_v3.6.7.L1.pdfC++-

    Refinitiv Elektron market data via Real-Time Optimised distribution platform hosted in AWS. See https://aws.amazon.com/financial-services/partner-solutions/refinitiv-real-time-optimized/ for overview.

    Current implementation supports B3 BRL futures only.

    Please contact MarketFactory Support if other instruments are required.

    Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???-aka MUFG
    • , SWP, NDS, BLK, NDB}
    Available (ESP)JPMorganAlgo OrdersLPjpmorgan_fx_algoOrders:{SPT}JPMC FX FIX Algo Specification V 1.93.pdfFIX.4.2 2025.11.06.WE
    • Algo GTC orders to be supported 
    Available (ESP)NatWest MarketsTaker
    Algo Orders    		LPnatwest_marketsProjected 2024CitiTakerLPcitifx_espESP:{SPT, FWD, NDF}Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.4 -2021.12.21.WE

    Out of Scope:

    • FXTimeOption (similar to FWD)
    • OPT
    • Fixing Orders
    • RFQRFS:{SPT, FWD, NDF, SWP}, NDS, BLK, NDB}
      Orders:{SPT}
    Available (ESP)Saxo BankProjected 2024CME/NEX GroupTakerECNLPebssaxo_directESP:{SPT, NDF}EBS Direct 2.0 - Taker API Rules of EngagementFIX.4.4--Projected 2024CME/NEX GroupMakerECNebs_direct_makerSaxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WE-
    Available (ESP)Société GénéraleTakerLPsocgenESP:{SPT, FWD, NDF, SWP,}}SGCIB FIX 4.4 Protocol V1.3.g.pdfEBS Direct 2.0 - Maker API Rules of EngagementFIX.4.4-2024.03.14.WE

    EBS Direct & EBS Select
    Dynamic and static volume bands
    Sweepable, Ladder, Full Amt

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK}
    Available (ESP)StandardCharteredProjected 2024CommerzbankTakerLPcommerzbankstandardchartered_commanders2bxESP:{SPT, FWD, NDF, SWP, NDS}Commerzbank - Commander_Rules_Of_Engagement_Jan2014S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.4-2021.11.19.WE

    Out of Scope:

    • RFQ:{SPT, FWD, NDF, SWP, NDS}
    • RFS:{SPT, FWD, NDF, SWP, NDS}
    Projected 2024Euronext FXMktDataECNfastmatch_itchMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCH-MarketData only
    Projected 2024ICAPMktDataECNicap_fusion_marketdataMarketData:{NDF, NDS}FX NDF Market Data FIX Specification v0.5.docxFIXT.1.1, FIX.5.0SP2--
    Projected 2024ICAPCLOBECNicap_fusion_ordersOrders:{NDF, NDS}ICAP GTN FIX 5.0 Specification v1.5.pdfFIXT.1.1, FIX.5.0SP2-

    Out of scope:

    • Corp. bonds
    • CDS
    Projected 2024IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12.pdfFIX.4.3--
    Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
    FIX.4.4    		2023.03.02.WE

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WE

    Incl. Metals

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS}
    DeprecatedCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE

    Out of scope:

    • OPT
    • Quote workflow
    • Cross

    Retained for Convenience Gateway

    DeprecatedCME/NEX GroupDropCopyECNebs_cptDropCopy:{SPT,  NDF}EBS_CPTAPIv2.5.4.pdfFIX.4.42023.03.02.WEMarkets Supported:
    • EBS Market on CME Globex
    DeprecatedCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04Projected 2024IntegralCLOBPlatformintegral_ocx_ordersOrders:{SPT}OCX_Order_Entry_API_1.0v5.pdfFIX.4.3--
    Projected 2024JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2-

    Out of Scope:

    • FI
    Projected 2024MOEXMktDataECNmoex_marketdataMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2-

    Out of Scope:

    • FI
    Projected 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2--
    Projected 2024State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCH-Incl Currenex Full (Fill)
    Projected 2024/Q2DeutscheBankTakerLPautobahnfx_algoAlgo:{SPT}----
    Projected 2024/Q2LSEGDropCopyECNlseg_ptgDropCopy:{SPT}lseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
    Projected 2024/Q2LSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
    22021.08.03.WEM1 NDFs only
    DeprecatedCürexMktDataECNcurex_marketdataMarketData:{SPT}Cürex FIX Market Data API v2.1.pdfFIX.4.42023.02.02.WESpot only - no Benchmark
    Whilst spec'd Fwd/Swap are not actually supported so OOS.
    DeprecatedCürexCLOBECNcurex_ordersOrders:{SPT}Cürex Bank Algo FIX API v2.1.4.pdfFIX.4.42022.01.26.WEIncludes three markets:
    - Index
    - Large (FullAmt)
    - P2P (min $10m, 15s)
    DeprecatedLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE-LSEG Spot Matching migration cancelled
    UATBAMLTakerLPbamlRFS:{SPT, FWD, NDF}InstinctFX-FIX Message Specification v9.7.7.6.4.8.pdfFIX.4.4-

    Certification Pending

    UATIntegralCLOBPlatformintegral_ocx_makerOrders:{SPT}Integral MM API - OCX_Streaming_Orders_API_1.0.pdfFIX.4.32020.34.VEN.AIceberg, mid-point peg
    In-flight risk mitigation
    Max 1000m/s in 3s window
    Essentially Maker ESP, no Last Look.
    UATLSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
    UATLSEG/RefinitivMktDataECNrefinitiv_rto_etaMarketData:{FUT}TransportAPI_C_RDMUsageGuide_v3.6.7.L1.pdfC++-

    Refinitiv Elektron market data via Real-Time Optimised distribution platform hosted in AWS. See https://aws.amazon.com/financial-services/partner-solutions/refinitiv-real-time-optimized/ for overview.

    Current implementation supports B3 BRL futures only.

    Please contact MarketFactory Support if other instruments are required.

    		Projected 2024/Q2UBSTakerLPubs_algoAlgo:{SPT}---

    -